NMFM401 Mathematics of Non-Life Insurance 1
- Practicals:
- Monday 9:00 K135KPMS
- SIS web page of the event
- Guarantor RNDr. Lucie Mazurová, Ph.D.
Conditions for the pass
- at least 8 attended practicals out of 11
- all solved homeworks (1 week deadline)
- written exam (at least 50% of points, one possible revision exam)
- oral presentation with transparencies (in groups)
Exercises and homeworks
- 7. 10. 2019 - severity I
- 14. 10. 2019 - severity II
- 21. 10. 2019 - severity III
- 28. 10. 2019 - Day of the Independent Czechoslovak State
- 4. 11. 2019 - frequency I
- 11. 11. 2019 - frequency II
- 18. 11. 2019 - frequency III
- 25. 11. 2019 - aggregate loss models I
- 2. 12. 2019 - aggregate loss models II
- 9. 12. 2019 - loss reserving: chain ladder and bootstrap, GLM reserving, residuals and bootstrapping
- 16. 12. 2019 - written pass exam
- 6. 1. 2020 - presentations
References
- Klugman, Stuart A., Panjer, Harry H., and Willmont, Gordon E.: Loss Models: From Data to Decisions. John Wiley & Sons, Inc., New York, NY, 4th Edition, 2012.